Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
18/06/2015 | 66.67% | 0.01 | 0.01 | 500,000 | 100,000 | 500,000 | 500,000 | 5,000 | 10,000 | 0.21% | 100.00% |
17/06/2015 | 66.53% | 0.01 | 0.02 | 500,000 | 500,000 | 500,000 | 500,000 | 5,026 | 10,026 | 100.00% | 100.00% |
16/06/2015 | 43.37% | 0.02 | 0.03 | 500,000 | 500,000 | 500,000 | 500,000 | 9,368 | 14,368 | 99.07% | 99.07% |
15/06/2015 | 39.52% | 0.02 | 0.03 | 500,000 | 500,000 | 499,824 | 500,000 | 10,220 | 15,224 | 99.81% | 99.81% |
12/06/2015 | 18.17% | 0.03 | 0.04 | 500,000 | 500,000 | 500,000 | 499,841 | 25,671 | 30,663 | 100.00% | 100.00% |
11/06/2015 | 19.69% | 0.05 | 0.06 | 500,000 | 500,000 | 499,931 | 500,000 | 23,447 | 28,451 | 99.64% | 99.64% |
10/06/2015 | 22.11% | 0.05 | 0.06 | 500,000 | 500,000 | 500,000 | 500,000 | 20,144 | 25,144 | 99.45% | 99.45% |
09/06/2015 | 19.07% | 0.04 | 0.05 | 500,000 | 500,000 | 500,000 | 500,000 | 23,925 | 28,925 | 100.00% | 100.00% |
08/06/2015 | 14.42% | 0.06 | 0.07 | 500,000 | 500,000 | 499,633 | 500,000 | 32,348 | 37,370 | 99.31% | 99.31% |